(non-listed) Valuation of (securitized) Fixed Income
Mortgage & Real Estate Analysis
Stress-testing Micro & Macro Events
04QUANTS & BRAINS SERVICES
Scenarios & Financial Analysis
Tailor-made Risk Analytic Tooling
We are proud to be at the forefront of developing the next generation econometric models. At Symetrics, we are fully committed to modeling adverse effects on asset portfolios from potential geopolitical, economic or monetary shocks.Our team of analysts can help you confront and validate economic assumptions and assist you in setting realistic parameters. Beside, our analysts observe changing regulatory environments as well as shifting monetary policies, which can help you fine-tune your strategy to manage risks.
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Portfolio-Based Client Segmentation Offer Portfolio-Based Solutions Live Monitoring Portfolio Risks
SyMath is software based on Wolfram Mathematica, a programming language that is commonly used in the world of Academia, but is also very suitable for finance. SyMath’s graphical interface is exceptionally fast, compact and flexible, and has unrivalled computational capabilities. It is capable of linear and non-linear regressions (behavioral science algorithms), efficient frontier analysis and liability analysis, all in real time. With SyMath you can stress-test your investment portfolio under a suite of real-world economic scenarios, hedge portfolio’s for future risks, simulate human investment behavior, measure portfolio performance in terms of various performance indicators and gain insight in the economy and various risk profiles.
Thinking in terms of economic scenarios is getting more traction. In formulating scenarios, economic theory or investment beliefs may be useful but they may also cloud judgements due to untenable assumptions or asymmetric information. At Symetrics, we are pragmatically agnostic in that we focus on what monetary, fiscal and real economic policies are about. Whether one associates the financial crisis with secular stagnation, a shortage of safe assets, or an excessive elasticity of financial markets, we condense expert views in forward looking scenarios, integrated in SyMath.
In SyMath, your investment portfolio can be tested in two different ways. The first is based on conventional ‘linear’ assumptions, i.e. straightforward economic scenarios. SyMath however also allows for non-linear algorithms and can thus be equipped with different ‘behavioral rules’. Rational investors can for example be replaced with naïve, risk averse or trend-following investors. SyMath is unique in its capacity to combine both linear and non-linear approaches, and it is our assertion that this combination allows you to build a much richer insight into your risk profile. It enhances strategic and tactical portfolio optimization significantly. SyMath is also very much suited as a model for second opinions and reverse stress-testing clients’ economic scenarios. SyMath simply allows you to substantiate your investment strategy more effectively.
Financial professionals around the world recognize the unique nature of the ongoing financial crisis. For Symetrics this is no different. Our team of analysts have analysed the international monetary and financial arrangements and its historical context for decades, each from his own academic field of expertise. Although the financial analysts of Symetrics do not have a specific ‘investment belief’, they have a keen eye on the ‘beliefs’ of market participants. Oftentimes a perceived investment problem can turn out to be a chance, depending on your point of view. Our team of analysts can help you confront and validate economic assumptions and assist you in setting realistic parameters. Besides, our analysts observe changing regulatory environments as well as shifting monetary policies, which can help you fine-tune your strategy to manage risks.
Investment portfolios solely based on historical risk/return ratios may prove inadequately positioned in crisis situations. To avoid a false sense of security, many institutional investors have begun to stress-test their portfolio based on real-world ‘what if’ scenarios. SyMath is uniquely equipped to address this task.
Please contact us if you are interested in running a demo of your investment portfolio.
Stress-testing under real-world economic scenarios
Hedging portfolio’s for future risks
Simulating human behavior
Comparing portfolio performance to popular indicators
Gaining insight in the economy
Analyzing Risk profiles
A conscientious protocol for decision-making, accountability and compliance
Hybrid Behavioral Vector Auto Regressive (B-VAR) Model
Translating economic scenarios into Quantitative models
Non-Linear Regressions (Behavioral Science)
Efficient Frontier analysis
Efficient real-time analysis
Symetrics is home to a diverse group of highly skilled professionals with strong track records in the financial services industry. Their expertise ranges from econometrics, non-linear economic dynamics, governance & supervision, actuarial sciences, to international economics and political sciences.
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MARTIJN VAN ECK
Bart van der Linden
Please feel free to contact us by filling in the contact form. We will reply as soon as possible. For sales inquiries, pricing and conditions please contact our sales representative.
Het Rietveld 55a
7321 CT Apeldoorn
1097 DN Amsterdam
T: +31 (0)55-2018829
Chamber of Commerce nr.: 60143045